Wavelet Modeling and Forecasting and Its Application in the Chinese Monetary Multiplier

Liu Bin; Dong Qinxi

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Article Navigation > Applied Mathematics and Mechanics > 1999 > 20(8): 856-862

Liu Bin, Dong Qinxi. Wavelet Modeling and Forecasting and Its Application in the Chinese Monetary Multiplier[J]. Applied Mathematics and Mechanics, 1999, 20(8): 856-862.

Citation:

Liu Bin, Dong Qinxi. Wavelet Modeling and Forecasting and Its Application in the Chinese Monetary Multiplier[J]. Applied Mathematics and Mechanics, 1999, 20(8): 856-862.

Citation:

Liu Bin, Dong Qinxi. Wavelet Modeling and Forecasting and Its Application in the Chinese Monetary Multiplier[J]. Applied Mathematics and Mechanics, 1999, 20(8): 856-862.

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Wavelet Modeling and Forecasting and Its Application in the Chinese Monetary Multiplier

Liu Bin¹,
Dong Qinxi²

1.
Institute of Systems Science, Academia Sinica, Beijing 100080, P. R. China;
2.
Department of Applied Mechanics, Beijing Institute of Technology, Beijing 100081, P. R. China

Received Date: 1998-04-23
Rev Recd Date: 1999-01-30
Publish Date: 1999-08-15

Abstract

Abstract

In this paper, a time-varying AR model is constructed by using the vector-space algorithm of compactly-supported biorthonormal wavelets transform, and a time-varying AR model for forecasting narrow monetary multipliers in China is developed.
- wavelets transform,
- time-varied AR model,
- monetary multiplier

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References(4)

References

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[2]	Cohen A,Daubechies I,Feauveau J C.Biorthogonal bases of compactly supported wavelet[J].Comm Pure Appl Math,1992,45(6):485~560.
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[4]	詹凯.小波变换及其在时变系统建模中的应用[D].硕士论文.北京:中国科学院系统科学研究所,1997.